Is it possible to create a range of stocks to analyze with your algo, rather than analyze one stock at a time using SID?
Thank You!
P.S im a newbie (Noob)
Compare multiple Securities against an algorithm?
Also check out set_universe() here and here. That's a programmatic way to look at a cross-section of stocks without picking them by hand.
Once you have the universe, then you can do code such as Bernd suggests.
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Can set Universe test the algorithm against all the stocks and pick the ones that matches the algo's filter and buys them ?
We don't currently support scanning the whole universe at once - we run into scale issues on our servers. We have a long-term goal of improving our perfomance so that you can look at everything at once. For now, you're limited to a few percent at a time (2% in minute mode, 10% in daily mode).
Your code can do whatever it wants to the universe that is loaded - buy, sell, ignore, track, etc.
Disclaimer
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
So essentially the universe doesn't actually handle the "universe". Hmmm that's weird that your servers cant handle 3k stock quotes but okay thanks!
I hope i can scan all markets and securities when Quantopian goes live trading!
The universe is actually 18,000 securities - it's everything that's traded in the last 11 years.
The thing that taxes the servers is things like moving averages over 200 days over 18,000 stocks, the open/high/low/close/volume, etc. It rapidly gets into millions of objects, just in the price data! We do have ways to get around all that in the product roadmap, but the current backtester is pretty brute-force and we manage the computing constraints by limiting you to a couple thousand securities at a time.
Give it a try. I suspect when you look at top couple deciles of the DollarVolumeUniverse you'll find plenty of stocks to operate on.
Disclaimer
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.